-16.6%
AFRM vs MDY
+13.9%
-30.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -0.9% |
| 7D | -5.5% | +3.0% | -8.5% | -10.4% |
| 30D | -15.5% | +0.8% | -16.3% | -16.2% |
| 3M | -10.3% | -5.1% | -5.2% | -1.4% |
| 6M | +0.6% | +1.2% | -0.5% | +0.1% |
| YTD | -11.5% | +12.5% | -24.0% | -26.8% |
| 1Y | -16.6% | +13.8% | -30.4% | -32.8% |
| All | -16.6% | +13.9% | -30.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling